+1,488.5%
COP vs FFIV
+5,965.2%
-4,476.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -11.5% | -8.1% | -3.4% | -10.8% |
| 30D | +5.0% | -33.4% | +38.3% | +8.8% |
| 3M | +17.5% | -24.7% | +42.2% | +20.2% |
| 6M | +16.2% | -8.8% | +25.1% | +16.5% |
| YTD | +48.8% | +21.8% | +27.0% | +44.6% |
| 1Y | +64.1% | +25.3% | +38.8% | +59.0% |
| 3Y | +25.7% | +101.2% | -75.5% | +15.9% |
| 5Y | +114.4% | +40.2% | +74.1% | +103.2% |
| 10Y | +331.7% | +129.0% | +202.6% | +290.3% |
| All | +1,488.5% | +5,965.2% | -4,476.6% | +1,138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling